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Asymptotic Behavior for Nonlinear Systems of Phase Transitions(Nonlinear Mathematical Problems in Industry)

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Asymptotic Behavior for Nonlinear Systems of Phase Transitions

$+\ovalbox{\tt\small REJECT}\star B^{B_{1\backslash }k_{\backslash }}\mathfrak{F}^{j\backslash }\dagger F$ $ffi\ovalbox{\tt\small REJECT}$ $\ovalbox{\tt\small REJECT} ffl$ (Naoki Sato)

$\mp\overline{\not\in}XB\mathfrak{B}_{\backslash \backslash }E\neq$ $E|7J\langle$ $\Gamma$ (Jun Shirohzu)

$\mp\ovalbox{\tt\small REJECT} X\ovalbox{\tt\small REJECT}\Leftrightarrow$ $\ovalbox{\tt\small REJECT} E$ $P_{\overline{R}}\not\equiv$ ( Nobuyuki Kenmochi)

1. Introduction

We consider the following nonlinear system:

$\frac{\partial\rho(u)}{\partial t}+\frac{\partial w}{\partial t}-\triangle u-=f(t,x)$ in $Q$ $:=(0, +\infty, )\cross\Omega$, (1.1)

$\nu\frac{\partial w}{\partial t}+\beta(w)+g(w)\ni u$ in $Q$ (1.2)

with lateral boundary condition:

$\frac{\partial u}{\partial n}+\alpha_{N}(x)u=h_{N}(t, x)$

and initial conditions:

on $\Sigma$ $:=(0, +\infty)\cross\Gamma$, (1.3)

$u(0, \cdot)=u_{0}$, $w(0, \cdot)=w_{0}$ in $\Omega$. (1.4)

Here $\Omega$ is a bounded domain in $R^{N}(N\geq 1)$ with smooth boundary $\Gamma$

$:=\partial\Omega;\rho$ is a

monotone increasing and bi-Lipschitz continuous function on $R;\nu$ is a positive constant;

$\beta$ is a maximal monotone graph in $R\cross R;g$ is a smooth function defined on $R;\alpha_{N}$ is a

non-negative, bounded and measurable function on $\Gamma$ such that

$\alpha_{N}>0$ on a subset of $\Gamma$

with positive measure; $f,$$h_{N},$$u_{0}$ and $w_{0}$ are given data.

For simplicity problem $(1.1)-(1.4)$ is denoted by (CP). This is a simplified model for

a class of solid-liquid phase change problems, and in this context $u$ represents a function

related to temperature and $w$ a non-conserved order parameter (the state variable

charac-terizing phase). For instance, we have the following examples:

(1) Stefan problemwith phase relaxation, in which $\beta$is the subdifferential of the indicator

function of the interval $[0,1]$ and $g\equiv 0$

.

This case was discussed as a melting problem

with supercooling and superheating effect in [12,5].

(2) Phase-field model with constraint, in which $\beta$ is the same as in (1), $\rho(u)=u,$ $g(w)=$

(2)

side of (1.2). This is a phase-field model with constraint $0\leq w\leq 1$ and was discussed

in [6,9,11]. We may consider system $(1.1)-(1.4)$ as an approximation of this problem

with small $\kappa>0$.

Furthermore we refer to [2,1] for papers dealing with similar problems.

In this paper, we discuss the large-time behavior of the solution $\{u, w\}$. In fact, under the condition that $f(t, x)arrow f^{\infty}(x)$ and $h_{N}(t, x)arrow h_{N}^{\infty}(x)$ in an appropriate sense as $tarrow+\infty$, it will be shown that as $tarrow+\infty,$ $u(t, \cdot)$ and $w(t, \cdot)$ converge to a solution

$\{u^{\infty}, w^{\infty}\}$ of the corresponding steady-state problem

$\{\begin{array}{l}-\triangle u^{\infty}=f^{\infty}(x) in \Omega,\frac{\partial u^{\infty}}{\partial n}+\alpha_{N}(x)u^{\infty}=h_{N}^{\infty}(x)on \Gamma,\beta(w^{\infty})+g(w^{\infty})\ni u^{\infty} in \Omega.\end{array}$

2. Existence and uniqueness result for (CP)

Problem (CP) is discussed under the following assumptions (Al)$-(A6)$:

(Al) $\rho$ : $Rarrow R$ is an increasing and bi-Lipschitz continuous function.

(A2) $\beta$ is a maximal monotone graph in $R\cross R$ such that for some numbers $\sigma_{*},$$\sigma^{*}$ with

$-\infty<\sigma_{*}<\sigma^{*}<+\infty$

$\overline{D(\beta)}=[\sigma_{*}, \sigma^{*}]$;

note in this case that $R(\beta)=R$, so that there is a non-negative proper l.s.$c$. convex

function $\hat{\beta}$ on

$R$ whose subdifferential $\partial\hat{\beta}$ coincides with

$\beta$ in $R$, and in the context

of solid-liquid system we can consider that $w=\sigma_{*}$ (resp. $\sigma^{*}$) indicates the pure solid (resp. liquid) phase and any intermediate value $w$ indicates a state ofmixture. (A3) $g$ : $Rarrow R$ is a Lipschitz continuous function with compact support in $R$; in this

case note that there is a non-negative primitive $\hat{g}$ of $g$.

(A4) $f\in L_{l\circ c}^{2}(R_{+};L^{2}(\Omega))$.

(A5) $h_{N}\in W_{loc}^{1,2}(R_{+};L^{2}(\Gamma))$ with $\sup_{t\geq 0}|h_{N}|_{W^{1,2}(t,t+1;L^{2}(\Gamma))}<+\infty$. (A6) $u_{0}\in L^{2}(\Omega)$ and $w_{0}\in L^{2}(\Omega)$ with $\hat{\beta}(w_{0})\in L^{1}(\Omega)$.

We introduce some function spaces and a convex function in order to discuss (CP) in

the framework of abstract evolution equations of the form $U’(t)+\partial\varphi^{t}(U(t))+G(U(t))\ni\tilde{f}(t)$.

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Let $V:=H^{1}(\Omega)$ with norm

$|z|_{V}:= \{|\nabla z|_{L^{2}(\Omega)}^{2}+\int_{\Gamma}\alpha_{N}|z|^{2}d\Gamma\}^{\frac{1}{2}}$,

and denote by $V^{*}$ the dual space of $V$ and by $\langle\cdot,$ $\cdot)$ the duality pairing between $V^{*}$ and $V$.

Then, identifying $L^{2}(\Omega)$ with its dual space by means of the usual inner product

$(v, z)$ $:= \int_{\Omega}$vzdx,

we see that

$V\subset L^{2}(\Omega)\subset V^{*}$

with compact injections.

Let $F$ be the duality mapping from $V$ onto $V^{*}$ which is given by the formula

$\langle Fv,$$z \rangle=\int_{\Omega}\nabla v\cdot\nabla zdx+\int_{\Gamma}\alpha_{N}vzd\Gamma$ for any $v,$$z\in V$

.

It is easy to see that $V^{*}$ becomes a Hilbert space with inner product $(\cdot,$$\cdot)_{*}$ given by

$(v, z)_{*}:=\langle v,$$F^{-1}z\rangle(=\langle z, F^{-1}v\rangle)$ for any $v,$$z\in V^{*}$.

Now, consider the product space

$X:=V^{*}\cross L^{2}(\Omega)$,

which becomes a Hilbert space with inner product $(\cdot,$ $\cdot)_{X}$ given by

$([e_{1}, w_{1}], [e_{2}, w_{2}])_{X}$ $:=\cdot(e_{1}, e_{2})_{*}+\nu(w_{1},w_{2})$ for any $[e_{i}, w_{i}]\in X(i=1,2)$

.

Next, given the boundary data $h_{N}$, choose $h:R+arrow H^{1}(\Omega)$ such that for each $t\geq 0$

$\int_{\Omega}\nabla h(t)\cdot\nabla zdx+\int_{\Gamma}\alpha_{N}h(t)zd\Gamma=\int_{\Gamma}h_{N}(t)zd\Gamma$ for all $z\in V$;

note from (A5) that $\sup_{t\geq 0}|h|_{W^{1,2}(t,t+1;H^{1}\langle\Omega))}<+\infty$

.

Also, using $h$ and $\hat{\beta}$, for each

$t\geq 0$, define a proper l.s.$c$. convexfunction $\varphi^{t}$ on $X$ by

$\varphi^{t}(U)=\{\begin{array}{l}\int_{\Omega}\rho^{*}(e-w)dx+\int_{\Omega}\hat{\beta}(w)dx-(h(t), e)if U=[e, w]\in L^{2}(\Omega)\cross L^{2}(\Omega) with \hat{\beta}(w)\in L^{1}(\Omega),+\infty otherwise,\end{array}$

where $\rho^{*}$ is a non-negative primitive of $\rho^{-1}$

.

We denote by

$\partial\varphi^{t}$ the subdifferential of $\varphi^{t}$ in

$X$ and its characterization is given by the following theorem.

Theorem 2.1. $($

cf.

$[5_{f}9])$ Let $t\geq 0,$ $[e^{*}, w^{*}]\in X$ and $[e, w]\in D(\partial\varphi^{t})$. Then $[e^{*}, w^{*}]\in$

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$(a)$ $e^{*}=F(\rho^{-1}(e-w)-h(t))$, that is, $\rho^{-1}(e-w)-h(t)\in V$ and

$\langle e^{*},$$z \rangle=\int_{\Omega}\nabla(\rho^{-1}(e-w)-h(t))\cdot\nabla zdx+\int_{\Gamma}\alpha_{N}(\rho^{-1}(e-w)-h(t))zd\Gamma$

for

all $z\in V$;

$(b)$ there exists a

function

$\xi\in L^{2}(\Omega)$ such that $\xi\in\beta(w)a.e$. on $\Omega$ and

$\nu w^{*}=\xi-\rho^{-1}(e-w)$ in $L^{2}(\Omega)$.

Moreover,

for

$U_{i}^{*}=[e_{i}^{*}, w_{i}^{*}]\in\partial\varphi^{t}(U_{i})$ with $U_{i}=[e_{i}, w_{i}]\in D(\partial\varphi^{t})(i=1,2)$, $(U_{1}^{*}-U_{2}^{*}, U_{1}-U_{2})_{X}=|(e_{1}-w_{1})-(e_{2}-w_{2})|_{L^{2}(\Omega)}+(\xi_{1}-\xi_{2}, w_{1}-w_{2})$, where $\xi_{i}\in L^{2}(\Omega)$ is as any

function

$\xi$ in $(b)$

for

each $i=1,2$.

A weak formulation for (CP) is given as follows.

Definition 2.1. A couple $\{u, w\}$ of functions $u$ : $R+arrow V^{*}$ and $w$ : $R+arrow L^{2}(\Omega)$ is

called a (weak) solution of (CP) on $R_{+}$, if the following conditions (wl)$-(w3)$ are fulfilled

for any finite $T>0$:

(wl) $\rho(u)\in C([0, T];V^{*})\cap W_{loc}^{1,2}((0, T];V^{*})\cap L^{2}(0, T;L^{2}(\Omega)),$ $u\in L_{loc}^{2}((0, T];H^{1}(\Omega))$, $w\in C([0, T];L^{2}(\Omega))\cap W_{loc}^{1,2}((0, T];L^{2}(\Omega))$, and $\hat{\beta}(w)\in L^{1}(0, T;L^{1}(\Omega))$.

(w2) $\rho(u)(0)=p(u_{0})$ and

$\langle u’(t)+w’(t),$ $z \rangle+\int_{\Omega}\nabla(u(t)-h(t))\cdot\nabla zdx+\int_{\Gamma}\alpha_{N}(u(t)-h(t))zd\Gamma=(f(t), z)$ for all $z\in V$ and a.e. $t\in[0, T]$, where the prime ’ denotes the derivative in time.

(w3) there exists $\xi\in L_{loc}^{2}((0, T];L^{2}(\Omega))$ such that $\xi\in\beta(w)$ a.e. on QT $:=(0, T)\cross\Omega$ and

$\nu(w’(t), z)+(\xi(t)+g(w(t)), z)=(u(t), z)$

for all $z\in L^{2}(\Omega)$ and a.e. $t\in[0, T]$.

According to Theorem 2.1, (CP) can be reformulated as an evolution equation in $X$ in the following form:

$\{\begin{array}{ll}U’(t)+\partial\varphi^{t}(U(t))+G(U(t))\ni\tilde{f}(t), in X, t\geq 0,U(0)=[\rho(u_{0})+w_{0}, w_{0}], \end{array}$

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As to the solvability of (CP) we have:

Theorem 2.2. (cf. [6,9]) Assume that $(A 1)-(A6)$ hold. Then,

for

any $T>0,$ $(CP)$ admits

one and only one solution $\{u, w\}$ on $[0, T]$ such that

$\{\begin{array}{ll}t^{\frac{1}{2}}\rho(u)’\in L^{2}(0, T;V^{*}), t^{\frac{1}{2}}u\in L^{2}(0, T;H^{1}(\Omega)),t\rho(u)’\in L^{2}(0, T;L^{2}(\Omega)), tu\in L^{\infty}(0, T;H^{1}(\Omega)),\end{array}$

$t^{\frac{1}{2}}w’\in L^{2}(0, T;L^{2}(\Omega))$, $t\hat{\beta}(w)\in L^{\infty}(0, T;L^{1}(\Omega))$,

$t^{\frac{1}{2}}\xi\in L^{2}(0, T;L^{2}(\Omega))$

where $\xi$ is the

function

in condition $(w3)$.

3. Large-time behavior of the solution

Further suppose that there are $h_{N}^{\infty}\in L^{2}(\Gamma)$ and $f^{\infty}\in L^{2}(\Omega)$ such that

$h_{N}-h_{N}^{\infty}\in L^{2}(R_{+};L^{2}(\Gamma))$, $f-f^{\infty}\in L^{2}(R_{+};L^{2}(\Omega))$, (3.1)

and consider the steady-state problem $(3.2)-(3.3)$:

$-\triangle u^{\infty}=f^{\infty}(x)$ in $\Omega$, $\frac{\partial u^{\infty}}{\partial n}+\alpha_{N}(x)u^{\infty}=h_{N}^{\infty}(x)$ on $\Gamma$, (3.2) $\beta(w^{\infty})+g(w^{\infty})\ni u^{\infty}$ in $\Omega$. (3.3)

We should note that problem (3.2) does not include $w^{\infty}$, and it has a unique solution

$u^{\infty}\in H^{1}(\Omega)$ in the variational sense, i.e.,

$\int_{\Omega}\nabla(u^{\infty}-h^{\infty})\cdot\nabla zdx+\int_{\Gamma}\alpha_{N}(u^{\infty}-h^{\infty})zd\Gamma=(f^{\infty}, z)$ for all $z\in V$, (3.4) where $h^{\infty}\in H^{1}(\Omega)$ such that

$\int_{\Omega}\nabla h^{\infty}\cdot\nabla zdx+\int_{\Gamma}\alpha_{N}h^{\infty}zd\Gamma=\int_{\Gamma}h_{N}^{\infty}zd\Gamma$ for all $z\in V$.

We see from (3.1) that $h-h^{\infty}\in L^{2}(R_{+};H^{1}(\Omega))$.

In the sequelwemean by $(P^{\infty})$ thealgebraic relation (3.3) with the solution $u^{\infty}\in H^{1}(\Omega)$

of (3.4), and $w^{\infty}=w^{\infty}(x)$ is called a solution of $(P^{\infty})$.

As the following example shows, the steady-state problem $(P^{\infty})$ has in general infinitely

many solutions.

Example 3.1. Consider the case when

$f^{\infty}(x)\equiv 0$, $h_{N}^{\infty}(x)\equiv l_{0}$, $\alpha_{N}(x)\equiv 1$, $\beta=\partial I_{[-1,1]}$ and $g(w)=w^{3}-w$

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(i) when $l_{0}> \frac{2}{3\sqrt{3}}$ $($resp. $l_{0}<- \frac{2}{3\sqrt{3}})$, the algebraic relation

$\beta(r)+g(r)\ni u^{\infty}(=l_{0})$ (3.5) has exactly one solution $r=1$ (resp. $-1$).

(ii) when $l_{0}= \frac{2}{3\sqrt{3}}$ (resp. $- \frac{2}{3\sqrt{3}}$), $(3.5)$ has exactly two solutions $r=- \frac{1}{\sqrt{3}}$ (resp. $\frac{1}{\sqrt{3}}$), $1$

(resp. $-1$).

(iii) when $|l_{0}|<-372_{3},$ $(3.5)$ has exactly three solutions $r=\xi_{-},\xi_{0},$$\xi_{+}$ with $-1\leq\xi_{-}<\xi_{0}<$

$\xi+\leq 1$.

Physically (i) means that if the temperature is kept high (resp. low) enough, then the limit state $(as tarrow+\infty)$ will be of pure liquid (resp. solid). On the other hand, (ii)

and (iii) mean that if the temperature is kept near the phase transition temperature, then the limit state possibly includes a mushy region. In particular, in the case of (iii), all step functions $w^{\infty}$ with rangein $\{\xi_{-}, \xi_{0}, \xi_{+}\}$ are solutions of$(P^{\infty})$ and hence $(P^{\infty})$ has in general

infinitely many solutions.

Our main result is stated in the following theorem.

Theorem 3.1. Suppose that conditions $(A1)-(A\theta)$ and (3.1) hold, and let $\{u, w\}$ be the

solution to $(CP)$ on $R_{+}$. Further, suppose that

for

each $p\in R$ the (algebraic) inclusion

$\beta(r)+g(r)\ni p$

has a

finite

number

of

solutions $r$ in $\overline{D(\beta)}$. Then,

$u(t)arrow u^{\infty}$ weakly in $H^{1}(\Omega)$ as $tarrow+\infty$, (3.6)

where $u^{\infty}$ is the unique solution

of

(3.4), and there exists a

function

$w^{\infty}\in L^{\infty}(\Omega)$ such that

$\beta(w^{\infty}(x))+g(w^{\infty}(x))\ni u^{\infty}(x)$

for

$a.e$. $x\in\Omega$

and

$w(t, x)arrow w^{\infty}(x)$

for

$a.e$. $x\in\Omega$ as $tarrow+\infty$.

We prove the theorem by the following four lemmas.

Lemma 3.1. Under the same assumptions

of

Theorem 3.1,

for

the solution $\{u, w\}$ to $(CP)$

on $R+$ we have

$u-u_{\infty}\in L^{2}(R_{+};H^{1}(\Omega)),$ $w’\in L^{2}(R_{+};L^{2}(\Omega))$ and $\hat{\beta}(w)\in L^{\infty}(R_{+};L^{1}(\Omega))$, (3.7)

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Proof. Multiplying the difference of (1.1) and (3.2) by $u(t)-u^{\infty}$ and (1.2) by $w’(t)$, we

get

$\frac{d}{dt}\{\int_{\Omega}\rho^{*}(\rho(u(t)))dx-(\rho(u(t))+w(t), u^{\infty})\}+(w’(t), u(t))+$

$+| \nabla(u(t)-u^{\infty})|_{L^{2}\langle\Omega)}^{2}+\int_{\Gamma}\alpha_{N}|u(t)-u^{\infty}|^{2}d\Gamma$

$=(f(t)-f^{\infty}, u(t)-u^{\infty})+ \int_{\Gamma}(h(t)-h^{\infty})(u(t)-u^{\infty})d\Gamma$ and

$\nu|w’(t)|_{L^{2}(\Omega)}^{2}+\frac{d}{dt}\{\int_{\Omega}\hat{\beta}(w(t))dx+\int_{\Omega}\hat{g}(w(t))dx\}=(u(t), w’(t))$

for a.e. $t\geq 0$. Adding these two equalities we have

$\frac{d}{dt}\{\int_{\Omega}\rho^{*}(\rho(u(t)))dx-(\rho(u(t))+w(t), u^{\infty})+\int_{\Omega}\hat{\beta}(w(t))dx+\int_{\Omega}\hat{g}(w(t))dx\}+$

$+ \nu|w’(t)|_{L^{2}(\Omega)}^{2}+|\nabla(u(t)-u^{\infty})|_{L^{2}(\Omega)}^{2}+\int_{\Gamma}\alpha_{N}|u(t)-u^{\infty}|^{2}d\Gamma$

$=(f(t)-f^{\infty}, u(t)-u^{\infty})+ \int_{\Gamma}(h(t)-h^{\infty})(u(t)-u^{\infty})d\Gamma$ for a.e. $t\geq 0$, so that there are positive constants $C_{1}$ and $C_{2}$ such that

$\frac{d}{dt}\{\int_{\Omega}\rho^{*}(\rho(u(t)))dx-(\rho(u(t))+w(t), u^{\infty})+\int_{\Omega}\hat{\beta}(w(t))dx+\int_{\Omega}\hat{g}(w(t))dx\}+$

$+\nu|w’(t)|_{L^{2}(\Omega)}^{2}+C_{1}|u(t)-u^{\infty}|_{H^{1}(\Omega)}^{2}$

$\leq C_{2}\{|f(t)-f^{\infty}|_{L^{2}(\Omega)}^{2}+|h(t)-h^{\infty}|_{L^{2}(\Gamma)}^{2}\}$

for a.e. $t\geq 0$. Therefore, for all $T>0$, we have

$\int_{\Omega}\rho^{*}(\rho(u(T)))dx-(\rho(u(T))+w(T), u^{\infty})+\int_{\Omega}\hat{\beta}(w(T))dx+\int_{\Omega}\hat{g}(w(T))dx+$

$+ \nu\int_{0}^{T}|w’(t)|_{L^{2}(\Omega)}^{2}dt+C_{1}\int_{0}^{T}|u(t)-u^{\infty}|_{H^{1}(\Omega)}^{2}dt$

$\leq C_{2}\{\int_{0}^{T}|f(t)-f^{\infty}|_{L^{2}(\Omega)}^{2}dt+\int_{0}^{T}|h(t)-h^{\infty}|_{L^{2}(\Gamma)}^{2}dt\}+$

$+ \int_{\Omega}\rho^{*}(\rho(u_{0}))dx-(\rho(u_{0})+w_{0}, u^{\infty})+\int_{\Omega}\hat{\beta}(w_{0})dx+\int_{\Omega}\hat{g}(w_{0}))dx$.

Hence(3.7) is obtained. Also, (3.8) is adirect consequence of(3.7) andastandard regularity

result for parabolic equations. $\square$

Lemma 3.2. Under the same assumptions

of

Theorem 3.1, put

(8)

Then, $U^{t}(x)arrow 0$ as $tarrow+\infty$

for

$a.e$. $x\in\Omega$.

Proof. By Lemma 3.1, we have

$\lim_{T\nearrow+\infty}\int_{T}^{+\infty}dt\int_{\Omega}|w’(t, x)|^{2}dx=0$,

so that

$\lim_{T\nearrow+\infty}\int_{\Omega}dx\int_{T}^{+\infty}|w’(t, x)|^{2}dt=0$.

Hence,

$\int_{T}^{+\infty}|w’(t, x)|^{2}dtarrow 0$ as $Tarrow+\infty$ for a.e. $x\in\Omega$.

This implies the lemma. $\square$

Lemma 3.3. Under the same assumptions

of

Theorem $3.1_{f}(3.6)$ holds.

Proof. Let $\{u, w\}$ be a solution to (CP) and $u^{\infty}$ be the solution to (3.4).

Let $\{t_{n}\}$ be any sequence with $t_{n}arrow+\varphi$ as $narrow+\infty$, and put

$u_{n}(t)$ $:=u(t_{n}+t),$ $w_{n}(t)$ $:=w(t_{n}+t),$ $f_{n}(t)$ $:=f(t_{n}+t),$ $h_{n}(t)$ $:=h(t_{n}+t)$

for $0\leq t\leq 1$.

Since by Lemma 3.1, $u-u^{\infty}$ and $w’$ are in $L^{2}(R_{+};H^{1}(\Omega))$ and $L^{2}(R_{+};L^{2}(\Omega))$, respectively,

we see that

$u_{n}arrow u^{\infty}$ in $L^{2}(0,1;H^{1}(\Omega))$, (3.9) and

$w_{n}’arrow 0$ in $L^{2}(0,1;L^{2}(\Omega))$, (3.10)

as $narrow+\infty$. Moreover since by Lemma 3.1, $u$ is bounded in $H^{1}(\Omega)$ on $[1,$$+\infty)$, we may

assume that for a function $\tilde{u}^{\infty}$ in $H^{1}(\Omega)$

$\acute{u}_{n}(0)=u(t_{n})arrow\tilde{u}^{\infty}$ weakly in $H^{1}(\Omega)$ (3.11)

as $narrow+\infty$. Now, consider the Cauchy problem for each $n$

$\{\begin{array}{ll}\rho(u_{n})’(t)+\partial\Phi_{n}^{t}(u_{n}(t))=f_{n}(t)-w_{n}’(t) in L^{2}(\Omega), 0\leq t\leq 1,u_{n}(0)=u(t_{n}) \end{array}$

where $\Phi_{n}^{t}$ is a proper l.s.$c$. and convex function on $L^{2}(\Omega)$ suchthat for each $n$ and $t\in[0,1]$

$\Phi_{n}^{t}(z):=\{\begin{array}{ll}\frac{1}{2}|z-h_{n}(t)|_{V}^{2} if z\in V,+\infty otherwise,\end{array}$

and $\partial\Phi_{n}^{t}$ is the subdifferential of $\Phi_{n}^{t}$ in $L^{2}(\Omega)$. From (3.9), (3.10) and (3.11), we see that

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$f_{n}-w_{n}’arrow f^{\infty}$ in $L^{2}(0,1;L^{2}(\Omega))$

and

$u_{n}(0)arrow\tilde{u}^{\infty}$ in $L^{2}(\Omega)$

as $narrow+\infty$, where $\Phi_{\infty}$ is a proper l.s.$c$. and convex function on $L^{2}(\Omega)$ such that

$\Phi_{\infty}(z):=\{\begin{array}{ll}\frac{1}{2}|z-h^{\infty}|_{V}^{2} if z\in V,+\infty otherwise.\end{array}$

Therefore, by a general theory in [8],

$u_{n}arrow\tilde{u}$ in $C([0,1];L^{2}(\Omega))$ as $tarrow+\infty$, (3.12)

where $\tilde{u}$ is the solution of

$\{\begin{array}{ll}\rho(\tilde{u})’(t)+\partial\Phi_{\infty}(\tilde{u}(t))=f^{\infty} in L^{2}(\Omega), 0\leq t\leq 1,\tilde{u}(0)=\tilde{u}^{\infty^{-}}.\end{array}$

From (3.9) and (3.12) it follows that $\tilde{u}=u^{\infty}$ on $[0,1]$. Consequently (3.6) holds. $\square$

Lemma 3.4. Under the same assumptions

of

Theorem $3.1_{f}$ put

$V(x)$ $:=$

{

$r\in\overline{D(\beta)};w(t_{n},$$x)arrow r$

for

some $t_{n}$ with $t_{n}arrow+\infty$

}

for

$x\in\Omega$.

Then,

(1) $V(x)\neq\emptyset$

for

$a.e$. $x\in\Omega$;

(2) $\beta(r)+g(r)\ni u^{\infty}(x)$

for

all $r\in V(x)$ and $a.e$. $x\in\Omega$;

(3) $V(x)$ is a singleton

for

$a.e$. $x\in\Omega$.

Proof. (1) is clear by the boundedness of$w(t, x)$ on $R$.

Let $x\in\Omega$ with $\lim_{tarrow+\infty}l^{t+1}|w’(\tau, x)|^{2}d\tau=0$ (cf. Lemma 3.2) and $r\in V(x)$. Then, there

exists a sequence $\{t_{n}\}$ such that

$t_{n}arrow+\infty$ and $w(t_{n}, x)arrow r$ as $narrow+\infty$.

Fixing $x$, put

$w_{n}(t):=w(t_{n}+t, x),$ $u_{n}(t):=u(t_{n}+t, x)$ for $0\leq t\leq 1$.

By Lemma 3.3 and (A2), we may assume that

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Now consider a sequence of ODEs:

$\{$

$w_{n}’(t)+\beta(w_{n}(t))+g(w_{n}(t))\ni u_{n}(t)$ for $0\leq t\leq 1$,

By a general theory in [8] again, $w_{n}$ converges in $C([0,1])$ to the solution $\tilde{w}$ of

$\{\begin{array}{ll}w_{n}(0)=w(t_{n}, x).\tilde{w}’(t)+\beta(\tilde{w}(t))+g(\tilde{w}(t))\ni u^{\infty}(x) for 0\leq t\leq 1,\tilde{w}(0)=r.\end{array}$

(3.13)

But, since $\tilde{w}’\equiv 0$ i.e. $\tilde{w}\equiv r$ by assumption, we see from (3.13) that

$\beta(r)+g(r)\ni u^{\infty}(x)$.

Thus, (2) is proved. At last, we show (3). Suppose that $V(x)$ has more than two elements

for some $x\in\Omega$, say $r_{1},$$r_{2}\in V(x),$ $r_{1}<r_{2}$

.

By definition, there exists two sequence $\{s_{n}\}$

and $\{t_{n}\}$ such that

$s_{n}arrow+\infty,$ $w(s_{n}, x)arrow r_{1}$, $t_{n}arrow+\infty,$ $w(t_{n}, x)arrow r_{2}$ as $narrow+\infty$, and

$s_{n}<t_{n}<s_{n+1}<t_{n+1}$ for $n=1,2,3,$$\cdots$ .

From the continuity of$w$ with respect to $t$, for any$r\in(r_{1}, r_{2})$, there exists a sequence $\{\tau_{n}\}$

with $\tau_{n}arrow+\infty(narrow+\infty)$ such that

$s_{n}<\tau_{n}<t_{n}$ for $n=1,2,3,$$\cdots$ and $w(\tau_{n}, x)=r$ for large $n$.

This implies that $r\in V(x)$ and hence $[r_{1}, r_{2}]\subset V(x)$. This contradicts the assumption

that $\beta(r)+g(r)\ni u^{\infty}(x)$ has a finite number of solutions $r$ in $\overline{D(\beta)}$. Thus, $V(x)$ must be

a singleton for a.e. $x\in\Omega$. $\square$

Inparticular, (2) and (3) of Lemma3.4imply that $w(t, x)$ convergesto a solution $w^{\infty}(x)$

for a.e. $x\in\Omega$ as $tarrow+\infty$ and the limit $w^{\infty}$ is a solution of $(P^{\infty})$. Thus we complete the

proof of Theorem 3.1.

References

1. D. Blanchard, A. Damlamian and H. Ghidouche, A nonlinear system for phase change with dissipation, Diff. Int. Eq. 2(3)(1989), 344-362.

2. D. Blanchard and H. Ghidouche, A nonlinear system for irreversible phase change, Euro. J. Appl. Math. 1(1990), 91-100.

(11)

3. G. Caginalp, An analysis of a phase field model of a free boundary, Arch. Rat. Mech.

Anal., 92(1986), 205-245.

4. A. Damlamian and N. Kenmochi, Asymptotic behavior of solutions to a multi-phase Stefan problem, Japan J. Appl. Math., 3(1986), 15-35.

5. A. Damlainian, N. Kenmochi and N. Sato, Subdifferential

operator

approach to a class of nonlinear systems for Stefan problems with phase relaxation, to appear in Nonlinear Anal. TMA.

6. A. Daffiamian, N. Kenmochi and N. Sato, Phase field equations with constraints, ltNon-linear Mathematical Problems in Industry”, pp. 391-404, Gakuto. Inter. Ser. Math.

Sci. Appl. Vol.2, Gakkotosho, Tokyo, 1993.

7. G. J. Fix, Phase field models for free boundary problems, Free Boundary Problems:

Theory and Applications, pp.580-589, Pitman Reserch Notes in Math. Ser. Vol. 79,

1983.

8. N. Kenmochi, Solvavility of nonlinear evolution equations with time-dependent con-straints and applications, Bull. Fac. Education, Chiba Univ., 30(1981), 1-87.

9. N. Kenmochi, Systems ofnonlinear PDEs arising from dynamical phase transitions, to appear in Lecture Notes Math., Springer.

10. N. Kenmochi and M. Niezg6dka, Systems of nonlinear parabolic equations for phase change problems, Adv. Math. Sci. Appl., 3(1994), 89-117.

11. Ph. Laurengot, A double obstacle problem, to appear in J. Math. Anal. Appl.

12. A. Visintin, Stefan problems with phase relaxation, IMA J. Math., 34(1985), 225-245.

Naoki SATO, Jun SHIROHZU

Department of Mathematics

Graduate School of Science and Technology

Chiba University

263 Chiba, Japan Nobuyuki KENMOCHI

Department of Mathematics, Faculty ofEducation

Chiba University

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